I saved some seeds from `jalapenos x-large` I bought in woolworths last year. Do you think it's worth trying to grow them? I'm thinking the chances of cross pollination are low from a commercial grower who does a lot of one variety, (they have these chillies for sale all the time), but is there a chance they are an unstable hybrid that won't grow true? I don't think they'd worry about people growing out the seeds and they'd be stable.
Without knowing anything about the growing conditions, I would assume there is a chance of cross-pollination (on consideration that the growers probably do grow other varieties) but I would also assume it to be miniscule (on consideration that varieties would most likely be separated).
Like Trips said, moo, give it a go!